Simple Trailing Buy & Stop Strategy by rthomson
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +17,349.00 USD (+17.31%)
- Win Rate: 53.2%
- Profit Factor: 2.327
- Max Drawdown: 2,521.50 USD (2.18%)
- Total Trades: 139
- Sharpe Ratio: 0.438
Description
Allows you to backtest a simple percentage based trailing stop, with a trailing buy. Experiment with different percentages on different timeframes for different charts.For BTCUSD, on daily 4.3% stop and 1.9% buy works well, while on 4hr a 1.5% stop and 1.9% buy works best.Please comment with any other combos that work well for you on different markets or timeframes.